-LRB- CNN -RRB- -- A United States soldier captured by the Taliban says in a video posted on the Internet he is `` scared I wo n't be able to go home . ''

Pfc. Bowe Bergdahl shown here in a video made by his captors , members of the Taliban .

The soldier was identified Sunday by the Pentagon as Pfc. Bowe R. Bergdahl , 23 , of Ketchum , Idaho . He was captured June 30 from Paktika province in southeastern Afghanistan .

The Taliban has threatened to kill Bergdahl if foreign troops continue targeting civilians in the name of search operations in Ghazni and Paktika province , Taliban commander Mulvi Sangeen said by telephone Friday after being contacted by CNN at an undisclosed location .

NATO-led forces in Afghanistan and the U.S. military have repeatedly denied targeting civilians .

In the 28-minute video , Bergdahl becomes emotional when he speaks of his family -- his parents , siblings , nieces and nephew -- and the girlfriend he hopes to marry .

`` I have a very , very good family that I love back home in America , and I miss them every day that I 'm gone , '' he says . `` I miss them and I 'm afraid I might never see them again and that I 'll never be able to tell them I love them again . I 'll never be able to hug them . ''

He adds that he is `` scared . I 'm scared I wo n't be able to go home . It is very unnerving to be a prisoner . '' However , he says his captors are treating him `` like a guest . ''

It was not clear whether some or all of Bergdahl 's remarks were scripted by his captors . Watch excerpt from the video ''

The last few minutes of the video show him eating a meal .

In a statement released Sunday through the Idaho National Guard , Bergdahl 's family said , `` We hope and pray for our son 's safe return to his comrades and then to our family , and we appreciate all the support and expressions of sympathy shown to us by our family members , our friends and others across the nation . Thank you , and please continue to keep Bowe in your thoughts and prayers . ''

Asked by his captors if he had any message for Americans , the soldier says , `` To my fellow Americans who have loved ones over here , who know what it 's like to miss them , you have the power to make our government bring them home . Please , please bring us home so we can be back where we belong and not over here . ''

The Taliban earlier claimed responsibility for Bergdahl 's kidnapping , the military said . Last week , the U.S. military distributed pamphlets in eastern Afghanistan in an effort to locate him .

`` As you can see , the American soldier is in good shape and good health , and he is being treated well based on the guidelines of the Islamic Emirate of Afghanistan regarding war prisoners , '' said a statement on Islamist Web sites accompanying the video . `` Any decision regarding the American soldier will be the specialty of the high order of the Islamic Emirate of Afghanistan , may God protect him . ''

The U.S. military said it believed Bergdahl may have been moved to various locations . In the video , Bergdahl 's captor makes reference to his being moved from Paktika to Khandahar . He acknowledges it , saying the move was accomplished `` very easily . '' The claim could not be independently verified . Asked the date by his captor , Bergdahl says it is July 14 .

Two versions of the pamphlets were distributed in Afghanistan , written in the Pashto language . They were made available to CNN by U.S. Forces Afghanistan .

One shows the image of an American soldier shaking hands in a group of kids with the message , `` One of our American guests is missing . Return the guest to his home . Call us at '' -- and lists a phone number .

The other shows a U.S. soldier kicking down a door , and then an outstretched hand with the superimposed image of a soldier , his head and arms drooping , and the words , `` If you do not release the U.S. soldier then ... you will be hunted , '' the pamphlet says .

Days after Bergdahl went missing , a senior U.S. military official said Bergdahl and the Afghan soldiers were captured by low-level militants and then quickly `` sold '' to the clan and network led by warlord Siraj Haqqani -- believed to be deeply involved in the action .

The Haqqani clan operates on both sides of the Afghan-Pakistani border and is well known to the U.S. military .

Bergdahl apparently left his small outpost on his own on June 30 with no apparent means of defending himself , the official said . Taliban commander Mulvi Sangeen said he visited a military post in the Yousaf Khel district in the Paktika province , got drunk , and was ambushed while returning to his car .

Sangeen said the soldier was taken to a safe place . CNN could not independently verify Sangeen 's claims .

A source with the U.S. military denied the claim that Bergdahl was drunk . `` The Taliban are known for lying and what they are claiming -LRB- is -RRB- not true , '' the source said .

In the video , Bergdahl says he was captured as he was lagging behind a patrol .

Ketchum Mayor Randy Hall told CNN Sunday , `` Right now , the news is still breaking through town , and as the mayor , I can say this is a community situation . ''

But , he said , `` I trust the leadership of this country , the wisdom of the people who are serving and the decisions that led up to the situation . ''

Bergdahl is not a National Guardsman , according to the Idaho National Guard statement , but the organization said it was coordinating with the Department of Defense to provide public affairs duties and other assistance to the Bergdahl family . The family has requested privacy , the statement said .

CNN 's Barbara Starr and journalist Janullah Hashimzada contributed to this report .

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Soldier from Idaho says he 's frightened he wo n't be able to see family again

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U.S. military : Pfc. Bowe R. Bergdahl , 23 , was captured June 30 from Paktika province

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Taliban commander : Taliban will kill him if foreign troops keep targeting civilians

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He was taken by members of the Taliban , the military says